The Reds gave away a lead for a second time this week after losing 1-2 to the Gunners.
“I think the own goal changed everything,” the Spanish tactician told Sky Sports.
“The confidence changed and then we started making mistakes – we conceded the second goal too early too – but the first half was really, really good and we were very pleased and we thought it could be even better.
“But the second-half changed and then they were playing with more confidence and we were playing with less confidence.”
Liverpool take on Wigan on Wednesday and Benitez is desperate for his side to bounce back quickly.
He added: “We know we have another important game on Wednesday, we have some players coming back so we have to keep working hard and be ready for the next game.”
